Teaching

Lecturer

University College London

• Mathematics and Statistics of Algorithmic Trading (MSc Financial Math, Spring 2022 - present)

• MSc dissertations supervised on the following topics (2022 - present):

  • deep learning and reinforcement learning for pairs trading, machine learning for FX trading, simulation-based methods for American options pricing

University of Exeter

• Portfolio Management and Asset Allocation (MSc FAFM, Spring & Summer 2021)

• Domestic and International Portfolio Management (MSc Finance, Spring & Summer 2021)

Imperial College London

• Quantitative Risk Management (MSc Math & Finance, Fall 2022)

• Numerical Methods for Finance (MSc Math & Finance, Spring 2020-2021)

• Topics in Derivatives Pricing (MSc Math & Finance, Spring 2020-2022)

• Advanced Methods in Derivatives Pricing (MSc Math & Finance, Spring 2019)

• MSc/BSc dissertations supervised on the following topics (2018 - 2021):

  • behavioural finance, volatility trading, spread trading, deep learning for derivatives pricing, reinforcement learning for portfolio optimisation, numerical methods for American options pricing, deep learning for algorithmic trading

University of Cambridge

• Economic Foundations of Finance (Master in Finance, Michaelmas Term 2016)

University of Warwick

• Fundamental Tools – Probability Theory (MSc Financial Math pre-sessional module, Fall 2015)

Supervisor/Teaching assistant

University of Cambridge

• Stochastic Financial Models (Mathematical Tripos Part II, Lent Term 2017)

• Further Derivatives (Master in Finance elective module, Lent Term 2017)

University of Warwick

• Probability Theory (BSc Math & Stat 3rd year module, Spring 2016)

• Probability and Stochastic Processes (MSc Financial Math core module, Fall 2014 and Fall 2015)

• Stochastic Processes (BSc Math & Stat 2nd year core module, Spring 2015)

• Probability A/B (BSc Math & Stat 1st year core module, Spring 2014)